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Explaining PM session Orderflow based on real trade executions 👽
The past two days, PM has been very clean. Let me show you why.
{ Open Thread ⬇️ }
The past two days, PM has been very clean. Let me show you why.
{ Open Thread ⬇️ }
Let's begin with the framework that I executed within on both days.
This message was sent in TOTK on the 14th of September during the London session.
This message was sent in TOTK on the 14th of September during the London session.
Now study this chart.
On 14 September, there was a Lunch expansion. I had to wait for the first 90 minutes of the PM session to be over. During this time period a retracement unfolded which I was waiting for.
- Lunch Expansion
- First 90 minutes of PM Retracement
- Second 90 minutes Continuation
- Lunch Expansion
- First 90 minutes of PM Retracement
- Second 90 minutes Continuation
On 15 September, the following occurred as anticipated within the shared TOTK message.
- AM Expansion
- Lunch Retracement
- PM Continuation
- AM Expansion
- Lunch Retracement
- PM Continuation
To conclude
PM trading is based on the framework of the day.
Is the daily DOL hit during the AM session?
Anticipate PM reversal / retracement.
Is the daily DOL not hit during the AM session?
Anticipate PM continuation.
PM trading is based on the framework of the day.
Is the daily DOL hit during the AM session?
Anticipate PM reversal / retracement.
Is the daily DOL not hit during the AM session?
Anticipate PM continuation.
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